+147.8%
XEL vs IAG
+427.6%
-279.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -0.3% | -1.1% | +0.8% | -0.2% |
| 30D | -3.9% | +12.1% | -16.1% | -4.7% |
| 3M | -2.8% | +25.5% | -28.3% | -4.4% |
| 6M | -5.4% | -7.1% | +1.7% | -5.5% |
| YTD | +3.8% | +22.9% | -19.1% | +1.5% |
| 1Y | +6.8% | +83.3% | -76.5% | +1.7% |
| 3Y | +45.6% | +808.5% | -762.9% | +23.0% |
| 5Y | +30.7% | +838.0% | -807.3% | +7.5% |
| All | +147.8% | +427.6% | -279.8% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling